+304.8%
CSCO vs EXPD
+304.0%
+0.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | -10.2% | -7.2% | -3.0% | -7.1% |
| 30D | -20.1% | -3.3% | -16.8% | -18.8% |
| 3M | -22.4% | +3.4% | -25.7% | -23.6% |
| 6M | +2.8% | +22.7% | -19.9% | -6.7% |
| YTD | +23.6% | +24.5% | -0.9% | +10.8% |
| 1Y | +34.0% | +38.6% | -4.6% | +14.1% |
| 3Y | +89.3% | +71.5% | +17.8% | +40.9% |
| 5Y | +87.9% | +56.2% | +31.6% | +43.2% |
| All | +304.8% | +304.0% | +0.8% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling